This tip is made up of two completely unrelated topics. Split into two tips (probably just merge info into other tips and delete this one).

In Vim 7.0 there are nice popups when you hit Ctrl-n for completing current word, both in gvim and console Vim.

I've used "set mouse=a" before, but sometimes it behaves oddly in my xterm.

For example, sometimes, I have started an xterm shell, executed Vim on a file and been able to scrollwheel down, but the scroll wheel up takes me to the xterm buffer.
if I quit, and then execute in that same xterm a "gnu screen" session, and execute Vim in that, mouse support sometimes does not work at all. I checked that the mouse=a was set in the screen and I have been able to use mouse support in the screen some of the time.

Mess around with "set ttymouse" in Vim. It might fix something.

Also, try setting the following in ~/.screenrc

termcapinfo linux|xterm|screen* ti@:te@:XT

While trying this tip, I found that

set wim=longest:full,full

is more of what I was looking for. On the first tab it will act as longest:full, showing the wildmenu but only populating the longest string found. The second tab will populate the first full match, which happens to be the first in the wildmenu. You are also free at this point to use the wildmenu to select what options you want.